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causaldata (version 0.1.3)

google_stock: Google Stock Data

Description

The google_stock data contains data on daily stock returns for Google and the S&P 500 for May through Augut 2015, centering around the August 10, 2015 announcement that Google would reorganize under parent company Alphabet.

Usage

google_stock

Arguments

Format

A data frame with 84 rows and 3 variables

Date

The date

Google_Return

Daily GOOG Stock Return (1 = 100 percent daily return)

SP500_Return

Daily S&P 500 Index Return (1 = 100 percent daily return)

Details

This data was downloaded using the tidyquant package, and is used in the Event Studies chapter of The Effect.

References

Huntington-Klein. 2021. The Effect: An Introduction to Research Design and Causality. https://theeffectbook.net.